Senior Risk Manager on Structured Credit Products.

  • Company

    Selby Jennings

  • Location

    UK-London

  • Compensation

    Highly Competitive

  • Position Type

    Employee

  • Employment type

    Full time

  • Updated

    04 Sep 2008

  • eFC Ref no

    433451
A leading multi strategy hedge fund is looking for a quantitative market risk analyst with strong structured credit products (primarily ABS and leverage loans) to join their team here in London.
A leading multi strategy hedge fund is looking for a quantitative market risk analyst with strong structured credit products (primarily ABS and leverage loans) to join their team here in London. This is a front office role where you will be working with portfolio managers and CIO of the fund to work on their investment strategies and be responsible for Risk/Return calculations. The successful candidate must have strong structured credit products knowledge and have working experience in analyzing market risk. Strong knowledge of VaR models as well as good programming skills (VBA) is required. Please reply to risk@selbyjennings.com



www.selbyjennings.com

















  • Contact:

    The Team

  • Company:

    Selby Jennings

  • Website:

    www.selbyjennings.com

  • Recruiter Ref:

    e23454546653524242

col3
Col4
Col5
Col6
bottom

Site Information

eFinancialCareers is a Dice Holdings, Inc. company. Dice Holdings, Inc. is a publicly traded company listed on the New York Stock Exchange (Ticker: DHX)